| Trading Metrics calculated at close of trading on 21-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2024 |
21-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,731.4 |
2,760.2 |
28.8 |
1.1% |
2,696.1 |
| High |
2,761.9 |
2,779.4 |
17.5 |
0.6% |
2,761.9 |
| Low |
2,731.4 |
2,753.3 |
21.9 |
0.8% |
2,678.0 |
| Close |
2,754.3 |
2,763.4 |
9.1 |
0.3% |
2,754.3 |
| Range |
30.5 |
26.1 |
-4.4 |
-14.4% |
83.9 |
| ATR |
31.0 |
30.6 |
-0.3 |
-1.1% |
0.0 |
| Volume |
13,135 |
9,563 |
-3,572 |
-27.2% |
39,859 |
|
| Daily Pivots for day following 21-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,843.7 |
2,829.6 |
2,777.8 |
|
| R3 |
2,817.6 |
2,803.5 |
2,770.6 |
|
| R2 |
2,791.5 |
2,791.5 |
2,768.2 |
|
| R1 |
2,777.4 |
2,777.4 |
2,765.8 |
2,784.5 |
| PP |
2,765.4 |
2,765.4 |
2,765.4 |
2,768.9 |
| S1 |
2,751.3 |
2,751.3 |
2,761.0 |
2,758.4 |
| S2 |
2,739.3 |
2,739.3 |
2,758.6 |
|
| S3 |
2,713.2 |
2,725.2 |
2,756.2 |
|
| S4 |
2,687.1 |
2,699.1 |
2,749.0 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,983.1 |
2,952.6 |
2,800.4 |
|
| R3 |
2,899.2 |
2,868.7 |
2,777.4 |
|
| R2 |
2,815.3 |
2,815.3 |
2,769.7 |
|
| R1 |
2,784.8 |
2,784.8 |
2,762.0 |
2,800.1 |
| PP |
2,731.4 |
2,731.4 |
2,731.4 |
2,739.0 |
| S1 |
2,700.9 |
2,700.9 |
2,746.6 |
2,716.2 |
| S2 |
2,647.5 |
2,647.5 |
2,738.9 |
|
| S3 |
2,563.6 |
2,617.0 |
2,731.2 |
|
| S4 |
2,479.7 |
2,533.1 |
2,708.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,779.4 |
2,678.0 |
101.4 |
3.7% |
27.7 |
1.0% |
84% |
True |
False |
9,453 |
| 10 |
2,779.4 |
2,642.5 |
136.9 |
5.0% |
29.1 |
1.1% |
88% |
True |
False |
10,476 |
| 20 |
2,779.4 |
2,642.5 |
136.9 |
5.0% |
30.0 |
1.1% |
88% |
True |
False |
8,554 |
| 40 |
2,779.4 |
2,525.4 |
254.0 |
9.2% |
30.3 |
1.1% |
94% |
True |
False |
6,186 |
| 60 |
2,779.4 |
2,424.7 |
354.7 |
12.8% |
33.5 |
1.2% |
95% |
True |
False |
4,903 |
| 80 |
2,779.4 |
2,396.8 |
382.6 |
13.8% |
33.0 |
1.2% |
96% |
True |
False |
4,172 |
| 100 |
2,779.4 |
2,372.6 |
406.8 |
14.7% |
33.0 |
1.2% |
96% |
True |
False |
3,472 |
| 120 |
2,779.4 |
2,372.6 |
406.8 |
14.7% |
32.8 |
1.2% |
96% |
True |
False |
2,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,890.3 |
|
2.618 |
2,847.7 |
|
1.618 |
2,821.6 |
|
1.000 |
2,805.5 |
|
0.618 |
2,795.5 |
|
HIGH |
2,779.4 |
|
0.618 |
2,769.4 |
|
0.500 |
2,766.4 |
|
0.382 |
2,763.3 |
|
LOW |
2,753.3 |
|
0.618 |
2,737.2 |
|
1.000 |
2,727.2 |
|
1.618 |
2,711.1 |
|
2.618 |
2,685.0 |
|
4.250 |
2,642.4 |
|
|
| Fisher Pivots for day following 21-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,766.4 |
2,757.6 |
| PP |
2,765.4 |
2,751.8 |
| S1 |
2,764.4 |
2,746.0 |
|